+36.3%
ALB vs LH
+263.2%
-226.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.9% |
| 7D | +1.1% | +1.2% | -0.2% | +0.4% |
| 30D | -2.6% | +18.0% | -20.6% | -11.4% |
| 3M | -25.6% | +15.7% | -41.3% | -31.8% |
| 6M | -54.0% | +46.6% | -100.7% | -63.4% |
| YTD | -31.6% | +49.5% | -81.0% | -46.3% |
| 1Y | -6.6% | +40.2% | -46.7% | -24.0% |
| 3Y | -14.0% | +87.6% | -101.6% | -40.2% |
| 5Y | -62.5% | +59.3% | -121.8% | -72.1% |
| 10Y | +36.3% | +266.1% | -229.8% | -29.7% |
| All | +36.3% | +263.2% | -226.9% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling